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StandardNormalVariable Class Reference

#include <RandomVariables.h>

Inheritance diagram for StandardNormalVariable:

ControlledRandomVariable RandomObject< RealVector > List of all members.

Detailed Description

Test class with maningless control variate 0, used only to test the class ControlledRandomVariable.

Definition at line 76 of file RandomVariables.h.

Public Member Functions

RealVector nextValue ()
Real getControlVariateMean ()
 StandardNormalVariable ()


Constructor & Destructor Documentation

StandardNormalVariable::StandardNormalVariable   [inline]
 

Definition at line 85 of file RandomVariables.h.

References ControlledRandomVariable::setBeta().


Member Function Documentation

RealVector StandardNormalVariable::nextValue   [virtual]
 

random deviate - control variate pair from base class RandomVector so a derived class can define this.

Implements ControlledRandomVariable.

Real StandardNormalVariable::getControlVariateMean   [inline, virtual]
 

The mean of the control variate. It is either known or derived from a simulation which is significantly faster than the simulation of X (this).

Implements ControlledRandomVariable.

Definition at line 83 of file RandomVariables.h.

References Real.


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3